+8.5%
NI vs ROKU
+53.8%
-45.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +3.9% | +4.8% | -0.9% | +3.8% |
| 30D | +15.3% | +6.1% | +9.2% | +15.0% |
| 3M | +2.4% | +10.5% | -8.1% | +2.0% |
| 6M | -4.5% | +29.2% | -33.7% | -5.5% |
| YTD | +11.4% | +50.0% | -38.7% | +8.1% |
| 1Y | +8.5% | +53.4% | -44.9% | +5.4% |
| All | +8.5% | +53.8% | -45.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling